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I am looking for a closed form for the integral $$\int_0^\infty \frac{t^s}{(e^t-1)^z}dt$$ valid for $s,z$ being both complex numbers, hopefully using complex analysis. I have already evaluated this integral when $s$ is complex and $z$ is a positive integer. In that case, the result is $$\frac{\Gamma(s+1)}{\Gamma(z)}\sum_{k=1}^z s(z,k)\zeta(s-k+2),$$ where the coefficients $s(z,k)$ are the Stirling numbers of the first kind.

Edit: as I said in the comments, I also found the closed form using the generalized hypergeometric function $$\frac{\Gamma(s+1)}{z^{s+1}}\,_{s+2}F_{s+1}(-z,z,z,\dotsc;z+1,z+1,\dotsc;-1).$$ Unfortunately, this is an extension for $z$ but not for $s$.

Nerhú
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  • k=1 is just a Riemann zeta function representation with a factorial multiplicative factor, how did you get stirling numbers involved? – Captain Chicky Jan 02 '23 at 07:41
  • @CaptainChicky The function $\frac{1}{(1-z)^k}$ can be represented as the $(k-1)$-th derivative of $\frac{1}{(k-1)!}\frac{1}{1-z}$. Using geometric series, interchanging the derivative operator and the sum, one arrives at the derivative of a polynomial. This can be seen as a product and that gives you the definition of Stirling numbers of the first kind. The problem is that this is valid only for positive integers. I would like to know if there exists another closed form involving complex analysis and get an extension of this result for real or complex s. – Nerhú Jan 03 '23 at 01:36
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    @TravorLZH My first attempt was to do that. You get that $$\int_0^\infty \frac{e^{-zt}t^s}{(1-e^{-t})^z}=\Gamma(s+1)\sum_{k=0 }^\infty \binom{z}{k} \frac{1}{(z+k)^{s+1}},$$ which, using the generalized hypergeometric function, gives $$\frac{\Gamma(s+1)}{z^{s+1}},{s+2}F{s+1}(-z,z,z,\dotsc;z+1,z+1,\dotsc;-1).$$ However this doesn't work for $s$ being a complex number and is not what I'm looking for. As I said in the question I would like an approach that involves complex analysis and make it an extension to both $z$ and $s$ – Nerhú Jan 03 '23 at 02:24
  • The first series representation would work when $\Re(s)>-1$, which is exactly the range where the integral converges. – TravorLZH Jan 03 '23 at 03:26
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    Your integral can be written in terms of the generalized Lerch trascendent, which is, essentially, a fractional derivative of the classical Lerch trascendent. – Marco Cantarini Jan 04 '23 at 16:03
  • @MarcoCantarini The generalized Lerch trascendent function that I know of is defined by $$\theta(s,z,\lambda,\mu)=\sum_{n=0}^\infty \frac{s^{(\lambda+n)^\mu}}{(\lambda+n)^z}$$ and satisfies $$\theta(s,z,\lambda,\mu)=\frac{1}{\mu} \Gamma\left(\frac{1-z}{\mu}\right)\log\left(\frac{1}{s}\right)^{\frac{z-1}{\mu}}+\sum_{n=0}^\infty \zeta(z-\mu n,\lambda) \frac{\log(s)^n}{n!}.$$ I'm not sure if you mean this or if there is some other generalization which I am unaware of. In that case, do you have any reference? Thanks :) – Nerhú Jan 04 '23 at 17:34
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    No, I mean the function $$\Phi_{\mu}^{*}\left(z,s,a\right):=\sum_{n\ge0}\frac{\left(\mu\right)_{n}}{n!}\frac{z^{n}}{\left(n+a\right)^{s}}.$$ This function was introduced in: S. P. Goyal, R. K. Laddha, On the generalized Riemann Zeta functions and the generalized Lambert transform, Ganita Sandesh 11 (1997), 99–108, and studied in a series of papers. – Marco Cantarini Jan 05 '23 at 07:24
  • What makes you believe that a closed form expressed in terms of elementary functions exists, in the first place? – Alex M. Jan 19 '23 at 18:25
  • @AlexM. The type of integrals $$\int_0^\infty \frac{f(t)}{(e^t-1)^s} dt$$ when $s=n$ for some positive integer $n$, gives the nice closed form of $$\sum_{k=1}^n \frac{s(n,k)}{(n-1)!} \sum_{\ell=1}^\infty \ell^{k-1 } F(\ell),$$ where $F$ is the Laplace transform of $f$. This can be taken further for complex $s$, and relations between the generalized Stirling numbers (defined for complex numbers), the generalized hypergeometric function or the Lerch transcendent begin to appear, as mentioned in the comments. – Nerhú Jan 19 '23 at 18:48
  • A formula containing a series is not a closed formula, for most mathematicians. Otherwise, many integrands could be written as Taylor or Fourier series and then integrated term by term; this would not be a closed formula, though. – Alex M. Jan 19 '23 at 19:53
  • @AlexM. Sorry. I meant that the series I wrote usually leaves a closed form, which in the case of my integral, the series results in the zeta function. It's interesting that so far the two closed forms I wrote in the question leave only an extension for either $s$ or $z$, but not both. – Nerhú Jan 22 '23 at 19:21
  • The meromorphic continuation to $\Re(z) > 0$ is a bit trivial. Let $f_z(t)= (\frac{t}{e^t-1})^z$ then

    $\int_0^\infty \frac{t^{s-1}}{(e^t-1)^z}dt = \int_1^\infty \frac{t^{s-1}}{(e^t-1)^z}dt

    • \sum_{k=0}^K \frac{f_z^{(k)}(0)}{k! (s-z+k)}+ \int_0^1 t^{s-z-1} (f_z(t)-\sum_{k=0}^K f_z^{(k)}(0)t^k)dt

    $ where the RHS extends meromorphically to $\Re(s-z) >-K,\Re(z) >0$

    – reuns Jan 22 '23 at 22:56
  • @reuns Could you elaborate a bit on your idea? I understand the extension, but I don't see how this can help to find an expression that combines the two closed forms that I propose in my question – Nerhú Jan 23 '23 at 00:56

2 Answers2

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Actualisation to solution for complex z and s.

By using theorem of my big ego (Integral representation for series of any order)

$\displaystyle \sum\limits^z_{k=x} \;\!\!\;\! \!\!\!\!\!\!\!\!\! \lower -0.2pt {\infty} \quad \!\!\! f (k) =\overbrace { \sum_{k_{z-1}=x} ^{\infty} ... \sum_{k_1=k_2}^{\infty} \sum_{k_0=k_1}^{\infty}}^{z}f (k_0) = \sum_{k=0}^{\infty} \binom{k+z-1}{z-1} f (k+x)= \frac {i }{2}\int_{-\frac {1}{2}-i\infty}^{-\frac {1}{2}+i\infty} \binom{t+z-1}{z-1} \cot(\pi t) f (t+x) dt.$

This is simplified version of theorem of my big ego, becouse yours integral gives no results for divergent series. Now by using of this theorem you can write

$\displaystyle \int_0^\infty \frac{e^{-zt}t^s}{(1-e^{-t})^z}dt =\int_0^\infty \sum\limits^z_{k=z} \;\!\!\;\! \!\!\!\!\!\!\!\!\! \lower -0.2pt {\infty} \quad \!\!\! e^{-kt}t^s dt = \Gamma (s+1) \sum\limits^z_{k=z} \;\!\!\;\! \!\!\!\!\!\!\!\!\! \lower -0.2pt {\infty} \quad \!\!\! \frac {1}{k^{s+1}} = \frac { \Gamma (s+1) i }{2}\int_{-\frac {1}{2}-i\infty}^{-\frac {1}{2}+i\infty} \frac { \binom{t+z-1}{z-1} \cot(\pi t) }{(t+z )^{s+1}} dt.$

All you have to do is write $\frac{(t+z-1)!}{t!} $ as Laurent series around $-z$. What I should do at first place.

$\displaystyle \frac{(t+z-1)!}{t!} = \frac { (t + z)^{-1} }{Γ(1 - z)}-\frac { \psi^0( 1 - z) + \gamma }{Γ(1 - z)} + \frac {(t + z) (\frac { [\psi^0(1 - z)]^2 }{2}+ \gamma \psi^0( 1 - z) - \frac{ \psi^1(1 - z) }{2}+ \frac {π^2}{12} + \frac {\gamma ^2}{2})}{Γ(1 - z)} -... $

Notice that $\psi^m (1-z)=(-1)^{m+1}m! \zeta (m+1,1-z) $ and $\frac { i }{2}\int_{-\frac {1}{2}-i\infty}^{-\frac {1}{2}+i\infty} \frac{ \cot(\pi t) }{(t+z )^{s}} dt=\zeta (s,z)$, so representation of $ \int_0^\infty \frac{t^s}{(e^t-1)^z}dt$ you can write as series in terms of Hurtwiz zeta function and Gamma function. For positive integer $z $ the equation is reducable to form you were tolking about (that one with Striling numbers of the first kind). Finaly you get

$\displaystyle \int_0^\infty \frac{t^s}{(e^t-1)^z}dt = \frac {sin (\pi z)\Gamma (s+1)}{\pi}\left [\zeta (s+2,z) -\zeta (s+1,z)(\psi^0( 1 - z) + \gamma)... \right]$

I used reflection formula for Gamma function just in case. To be honest I can't count integral over closed line (used in Laurent series) so I will not write it as series form but it for sure exist. As you wanted there are only 'zeta function' type functions. Imo, your finte sum is secondary to my solution so I would treat it in the same way. My work here is done, rest is up to you Samurai

Wreior
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    Interesting approach. Unfortunately I can't accept this answer, since the examples you wrote leave the same closed form that I wrote in the question (it's a finite sum using Stirling numbers and zeta functions) and as I said, I'm looking for a closed form for $s,z$ both being complex numbers. Finding a closed form for your integral that satisfies the above seems to be a problem of the same difficulty as the original one. – Nerhú Jan 22 '23 at 19:16
  • Shure, I will look for better anwser. I mean, I added some new lines 1 hour ago, but I guess you written this after seeing notification that I updated my post so I guess again it's not satyfying for you. I fucking want to have one accepted anwser so don't worry. I will not rest until it will be done. If you specify what concrete type of closed form you are looking for it will be very helpful. For example that one with only Hurtwiz zeta function and some coeficiants. Even if it's infinity series – Wreior Jan 22 '23 at 20:29
  • A closed form would be a finite sum (not an integral or a series) of expressions involving special functions such as the zeta function or its variations, the Lerch transcendent, the Gamma function etc. valid for both $s,z$ being complex numbers. As you can see above, the forms I found are $$\frac{\Gamma(s+1)}{\Gamma(z)}\sum_{k= 1}^z s(z,k)\zeta(s-k+2)$$ and $$\frac{\Gamma(s+1)}{z^{s+1}},{s+2}F{s+1}(-z ,z,z,\dotsc;z+1,z+1,\dotsc;-1).$$ and The problem is that the first is valid for complex $s$ and positive integer $z$, while the second is valid for $s $ positive integer and $z$ complex. – Nerhú Jan 22 '23 at 21:14
  • And what about $ \displaystyle \frac{\Gamma(s+1)}{\Gamma(z)}\sum_{k= 1}^ {\infty} s(z,k)\zeta(s-k+2,z)$?. It's like making Newton's binomial theorem valid for all complex $z $ by changing sumation from $k=0$ to $ z$ to summation from $k=0$ to $\infty $. Analogy is realy strong becouse for integer $z $, in the form of summation from $k=0$ to $\infty $ all integer coefficients above $z $ are vanishing. In my calutions I get Hurtwiz zeta function, not traditional zeta function. Maybe it is reducable. Did't check it. – Wreior Jan 23 '23 at 12:30
  • What I mean is, for integer $n $ $ \sum_{k=0}^{n} \binom{n}{k} (t+z)^k (-z)^{n-k}=$ $=\sum_{k=0}^{\infty} \binom{n}{k} (t+z)^k (-z)^{n-k}$ becouse $\binom{n}{k}=0$ for integers above value n. Like in striling number. Sorry but I have to divide post by two becouse of numbers of characters left. And necessarily check that part about Hurtwiz zeta function. Standard zeta function whould appear in $\int_0^{\infty} \frac {t^se^{-t}}{(1-e^{-t})^z} dt$ – Wreior Jan 23 '23 at 12:43
  • It could work. The problem is that you would have to define the coefficients $s(z,k)$ for complex $z$, and so far I haven't seen a way to extend them without using tools that would end up complicating the problem even more. For example, there is a definition for complex $z$ using a contour integral representation. – Nerhú Jan 25 '23 at 05:47
  • I saw that one about countor integral representation of Striling numbers. I see no problem here. I mean yes, you wanted finte sum of expretions involving special functions but technically your finte sume solution is secondary in respect of series I've postulated. Striling numbers you can treat as special function too, independetly of its trivial solution for positive integers. Our helplessness of give exact value (like in odd zeta values) doesn't mean anything. All I should to do at this moment to comlete my anwser is to prove series I've postulated. I see what you wrote as semantic problem. – Wreior Jan 25 '23 at 11:06
  • I've got that part about striling numbers. You need $s (z,k) $ for natural k and complex z. Notice that you can get $s (z,k)$ coefficiants for natural k by relation $\frac{(-t+z-1)!}{(-t)!}=\sum\limits_{k=1}^{\infty}s (z,k) t^{k-1}$. Just use taylor series on $\frac{(-t+z-1)!}{(-t)!}$ around $0$ and you will get values for all complex $z$ for natural k for striling numbers. What's better for you, derivative of Gamma function is connected to Hurtwiz zeta function so your results will stay in 'zeta function style' concept. But in that way you will have to stay with series from $k=1$ to $\infty$. – Wreior Jan 25 '23 at 12:34
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Here's my take on this integral. $$ I(s, z) = \int_0^\infty t^s (e^t - 1)^{-z}dt $$ To start off, we'll use the following substitution. $$u = e^{-t}\\ t = -\ln u \\ dt = -u^{-1} du$$ Which then we'll have $$ -\int_1^0 (-\ln u)^s (u^{-1} - 1)^{-z} u^{-1}du \\ = (-1)^s \int_0^1 \ln^s u (u^{-1} - 1)^{-z} u^{-1} du \\ = (-1)^s \int_0^1 \ln^s u [u^{-1}(1 - u)]^{-z} u^{-1} du \\ = (-1)^s \int_0^1 \ln^s u (1 - u)^{-z} u^{z-1} du $$ Now let's take a look at something similar, namely the Beta function, which is defined as the following integral. $$ \text{B}(x, y) = \int_0^1 t^{x-1} (1-t)^{y-1} dt $$ What I noticed is that if we take the function's partial derivative with respect to $x$, we'll get $$ \partial_x \text{B}(x, y) = \partial_x \int_0^1 t^{x-1} (1-t)^{y-1} dt $$ Using the Leibniz integral rule, we'll get $$ \partial_x \text{B}(x, y) = \int_0^1 \partial_x t^{x-1} (1-t)^{y-1} dt = \int_0^1 t^{x-1} \ln t (1-t)^{y-1} dt $$ Similarly, if we take the second order derivative, we'll get $$ \partial_x^2 \text{B}(x, y) = \int_0^1 t^{x-1} \ln^2 t (1-t)^{y-1} dt $$ And if we continue this to the $s$-th order derivative, we'll get $$ \partial_x^s \text{B}(x, y) = \int_0^1 t^{x-1} \ln^s t (1-t)^{y-1} dt $$ Plug in $x=z$, $y=1-z$ and multiply the whole thing with $(-1)^s$, we'll get back our original integral. $$ (-1)^s \partial_x^s \text{B}(x, 1-z) \Bigg|_{x = z} = (-1)^s \int_0^1 t^{z-1} \ln^s t (1-t)^{-z} dt = I(s, z) $$ And for simplicity in the future, I'll use the result from this to turn the Beta function into a series for the sake of ease in the future. $$ (-1)^s \partial_x^s \sum_{k=0}^\infty \binom{k+z-1}{k} (x+k)^{-1} \Bigg|_{x = z} $$ The condition for this function (which is also our integral) to converge is for $$ \begin{cases} \Re(x) > 0 \\ \Re(y) > 0 \end{cases} $$ Which means we'll have $$ \begin{cases} \Re(z) > 0 \\ \Re(1-z) > 0 \end{cases} \Rightarrow \begin{cases} \Re(z) > 0 \\ \Re(z) < 1 \end{cases} \Rightarrow 0 < \Re(z) < 1 $$

For the $s$-th order derivative, I noticed that $$ \partial_x (x+k)^{-1} = -1!(x+k)^{-2} \\ \partial_x^2 (x+k)^{-1} = 2!(x+k)^{-3} \\ \partial_x^3 (x+k)^{-1} = -3!(x+k)^{-4} \\ \partial_x^4 (x+k)^{-1} = 4!(x+k)^{-5} $$ And if we continue this to the $s$-th order, we'd get $$ \partial_x^s (x+k)^{-1} = (-1)^s s! (x+k)^{-(s + 1)} $$ But this only works for natural $s$. However, there's a way around that. By using the Gamma function, we can extend the formula to the real numbers. $$ \partial_x^s (x+k)^{-1} = (-1)^s \Gamma(s+1) (x+k)^{-(s + 1)} \\ $$ Plugging this back into our original integral, we'll get $$ (-1)^s \sum_{k=0}^\infty \binom{k+z-1}{k} (-1)^s \Gamma(s+1) (x+k)^{-(s+1)} \Bigg|_{x = z} \\ = (-1)^{2s} \Gamma(s+1) \sum_{k=0}^\infty \binom{k+z-1}{k} (z+k)^{-(s+1)} $$ There's one problem though, this whole thing diverges for all negative integer $s$. I tried some other ways to evaluate for that case but nothing worked, so we'll just ignore that case in the mean time. I may or may not update this answer.

Now, if you just stopped there, you'd have a good answer for real $s$. But since you asked for complex $s$, my idea is simply to just use the same answer, but instead for real $s$ only, you also use it for complex $s$

Which means our final result for real $s$ is $$ I(s, z) = (-1)^{2s} \Gamma(s+1) \sum_{k=0}^\infty \binom{k+z-1}{k} (z+k)^{-(s + 1)} \\ \text{for $s \in \mathbb{R}\backslash\mathbb{Z}^-$, $z \in \mathbb{C}$ and $0 < \Re(z) < 1$} $$ And our final result for complex $s$ is $$ I(s, z) = (-1)^{2s} \Gamma(s+1) \sum_{k=0}^\infty \binom{k+z-1}{k} (z+k)^{-(s + 1)} \\ \text{for $s \in \mathbb{C}$, $\Re(s) \not\in \mathbb{Z}^-$, $z \in \mathbb{C}$ and $0 < \Re(z) < 1$} $$

mils
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    If you look at the comments, you'll notice that the series you found is equivalent to the one I found resulting in a hypergeometric, and as I said, a series is not what I'm looking for. On the other hand, the representation $$I(s,z)=(-1)^s \frac{\partial^s}{\partial t^s}B(t,1-z)$$ goes by the right way, since this can be rewritten in terms of the polygamma function and then we can use the relationship between polygamma and the Hurwitz zeta function. If I see that no one else finds a more concrete closed form, I'll accept this answer – Nerhú Jan 25 '23 at 07:08
  • I see, but really I think there's no better closed form than that. A moment after I posted the answer, I realized that this integral is quite similar to another integral in "(Almost) Impossible Integrals, Sums, and Series", namely $$ \int_0^1 x^{n-1} \ln^m (1-x) dx = \frac{(-1)^m}{n} m! h_m\left(1, \frac{1}{2}, \ldots, \frac{1}{n} \right) $$ Where $h_m$ denotes the complete homogeneous symmetric polynomial. And I think if you try to evaluate your integral into some form of $h_m$, I don't think it's gonna be pretty, or even possible. – mils Jan 25 '23 at 10:03